Home > Ponce Bank > Securities
Ponce Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $581,651,000 | 384 |
| U.S. Government securities | $475,880,000 | 319 |
| U.S. Treasury securities | $2,784,000 | 2,158 |
| U.S. Government agency obligations | $473,096,000 | 293 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $106,169,000 | 249 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $106,169,000 | 93 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $286,634,000 | 384 |
| Mortgage-backed securities | $428,385,000 | 258 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $180,658,000 | 325 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $203,684,000 | 148 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,485,000 | 921 |
| Other commercial mortgage-backed securities | $41,558,000 | 207 |
| Held to maturity securities (book value) | $462,146,000 | 145 |
| Available-for-sale securities (fair market value) | $119,903,000 | 1,315 |
| Total debt securities | $582,047,000 | 374 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $587,817,000 | 378 |
| U.S. Government securities | $482,774,000 | 316 |
| U.S. Treasury securities | $2,712,000 | 2,218 |
| U.S. Government agency obligations | $480,062,000 | 287 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $105,690,000 | 255 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $105,690,000 | 92 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $280,669,000 | 380 |
| Mortgage-backed securities | $434,346,000 | 254 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $181,241,000 | 313 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $208,651,000 | 142 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,484,000 | 909 |
| Other commercial mortgage-backed securities | $41,970,000 | 206 |
| Held to maturity securities (book value) | $471,711,000 | 145 |
| Available-for-sale securities (fair market value) | $116,753,000 | 1,324 |
| Total debt securities | $588,464,000 | 367 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $605,672,000 | 368 |
| U.S. Government securities | $501,009,000 | 304 |
| U.S. Treasury securities | $2,709,000 | 2,259 |
| U.S. Government agency obligations | $498,300,000 | 278 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $105,524,000 | 248 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $105,524,000 | 93 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $289,439,000 | 367 |
| Mortgage-backed securities | $452,189,000 | 246 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $189,991,000 | 313 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $217,205,000 | 137 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,483,000 | 906 |
| Other commercial mortgage-backed securities | $42,510,000 | 207 |
| Held to maturity securities (book value) | $482,813,000 | 141 |
| Available-for-sale securities (fair market value) | $123,720,000 | 1,302 |
| Total debt securities | $606,532,000 | 360 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $619,970,000 | 383 |
| U.S. Government securities | $515,102,000 | 310 |
| U.S. Treasury securities | $2,746,000 | 2,326 |
| U.S. Government agency obligations | $512,356,000 | 266 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $105,677,000 | 262 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $105,677,000 | 97 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $232,247,000 | 422 |
| Mortgage-backed securities | $465,905,000 | 256 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $195,500,000 | 322 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $224,959,000 | 140 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,482,000 | 936 |
| Other commercial mortgage-backed securities | $42,964,000 | 218 |
| Held to maturity securities (book value) | $492,458,000 | 148 |
| Available-for-sale securities (fair market value) | $128,321,000 | 1,323 |
| Total debt securities | $620,777,000 | 374 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $640,325,000 | 382 |
| U.S. Government securities | $534,466,000 | 313 |
| U.S. Treasury securities | $2,690,000 | 2,363 |
| U.S. Government agency obligations | $531,776,000 | 265 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $105,859,000 | 273 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $105,859,000 | 102 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $194,870,000 | 443 |
| Mortgage-backed securities | $474,973,000 | 254 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $199,236,000 | 320 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $230,004,000 | 145 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,482,000 | 933 |
| Other commercial mortgage-backed securities | $43,251,000 | 221 |
| Held to maturity securities (book value) | $510,820,000 | 152 |
| Available-for-sale securities (fair market value) | $129,505,000 | 1,333 |
| Total debt securities | $640,323,000 | 373 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $626,274,000 | 387 |
| U.S. Government securities | $522,416,000 | 321 |
| U.S. Treasury securities | $2,659,000 | 2,399 |
| U.S. Government agency obligations | $519,757,000 | 269 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $103,858,000 | 270 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $103,858,000 | 108 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,009,000 | 803 |
| Mortgage-backed securities | $472,541,000 | 258 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $203,439,000 | 315 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $222,682,000 | 148 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,481,000 | 955 |
| Other commercial mortgage-backed securities | $43,939,000 | 242 |
| Held to maturity securities (book value) | $494,297,000 | 154 |
| Available-for-sale securities (fair market value) | $131,977,000 | 1,327 |
| Total debt securities | $626,274,000 | 380 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $351,560,000 | 664 |
| U.S. Government securities | $248,529,000 | 608 |
| U.S. Treasury securities | $2,719,000 | 2,362 |
| U.S. Government agency obligations | $245,810,000 | 511 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $103,031,000 | 248 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $103,031,000 | 110 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,888,000 | 769 |
| Mortgage-backed securities | $245,810,000 | 452 |
| Certificates of participation in pools of residential mortgages | $141,533,000 | 422 |
| Issued or guaranteed by U.S. | $141,533,000 | 418 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $99,511,000 | 314 |
| CMOs issued by government agencies or sponsored agencies | $99,511,000 | 278 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $4,766,000 | 1,190 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $4,766,000 | 816 |
| Held to maturity securities (book value) | $211,517,000 | 243 |
| Available-for-sale securities (fair market value) | $140,043,000 | 1,301 |
| Total debt securities | $351,561,000 | 656 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $155,725,000 | 1,322 |
| U.S. Government securities | $130,624,000 | 1,029 |
| U.S. Treasury securities | $2,833,000 | 2,103 |
| U.S. Government agency obligations | $127,791,000 | 868 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $25,101,000 | 599 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $25,101,000 | 369 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $127,791,000 | 738 |
| Certificates of participation in pools of residential mortgages | $81,060,000 | 682 |
| Issued or guaranteed by U.S. | $81,060,000 | 674 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $41,823,000 | 531 |
| CMOs issued by government agencies or sponsored agencies | $41,823,000 | 485 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $4,908,000 | 1,173 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $4,908,000 | 797 |
| Held to maturity securities (book value) | $927,000 | 1,454 |
| Available-for-sale securities (fair market value) | $154,798,000 | 1,193 |
| Total debt securities | $155,725,000 | 1,306 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $114,279,000 | 1,599 |
| U.S. Government securities | $93,095,000 | 1,233 |
| U.S. Treasury securities | $2,934,000 | 1,643 |
| U.S. Government agency obligations | $90,161,000 | 1,109 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $21,184,000 | 634 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $21,184,000 | 396 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $90,161,000 | 932 |
| Certificates of participation in pools of residential mortgages | $71,813,000 | 736 |
| Issued or guaranteed by U.S. | $71,813,000 | 724 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $18,348,000 | 867 |
| CMOs issued by government agencies or sponsored agencies | $18,348,000 | 815 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $933,000 | 1,362 |
| Available-for-sale securities (fair market value) | $113,346,000 | 1,495 |
| Total debt securities | $114,279,000 | 1,580 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $105,795,000 | 1,639 |
| U.S. Government securities | $85,326,000 | 1,263 |
| U.S. Treasury securities | $2,983,000 | 1,404 |
| U.S. Government agency obligations | $82,343,000 | 1,168 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $20,469,000 | 607 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $20,469,000 | 382 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $82,343,000 | 971 |
| Certificates of participation in pools of residential mortgages | $62,089,000 | 797 |
| Issued or guaranteed by U.S. | $62,089,000 | 784 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $20,254,000 | 795 |
| CMOs issued by government agencies or sponsored agencies | $20,254,000 | 759 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $1,436,000 | 1,268 |
| Available-for-sale securities (fair market value) | $104,359,000 | 1,540 |
| Total debt securities | $105,800,000 | 1,621 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $50,256,000 | 2,551 |
| U.S. Government securities | $36,736,000 | 2,092 |
| U.S. Treasury securities | $2,987,000 | 1,311 |
| U.S. Government agency obligations | $33,749,000 | 2,030 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $13,520,000 | 729 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $13,520,000 | 473 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $33,749,000 | 1,686 |
| Certificates of participation in pools of residential mortgages | $17,733,000 | 1,737 |
| Issued or guaranteed by U.S. | $17,733,000 | 1,693 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $16,016,000 | 885 |
| CMOs issued by government agencies or sponsored agencies | $16,016,000 | 849 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $1,720,000 | 1,210 |
| Available-for-sale securities (fair market value) | $48,536,000 | 2,445 |
| Total debt securities | $50,253,000 | 2,536 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $32,660,000 | 3,002 |
| U.S. Government securities | $19,118,000 | 2,726 |
| U.S. Treasury securities | $2,988,000 | 1,013 |
| U.S. Government agency obligations | $16,130,000 | 2,754 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $13,542,000 | 713 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $13,542,000 | 458 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $16,130,000 | 2,296 |
| Certificates of participation in pools of residential mortgages | $9,141,000 | 2,281 |
| Issued or guaranteed by U.S. | $9,141,000 | 2,212 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $6,989,000 | 1,286 |
| CMOs issued by government agencies or sponsored agencies | $6,989,000 | 1,240 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $1,732,000 | 1,178 |
| Available-for-sale securities (fair market value) | $30,928,000 | 2,881 |
| Total debt securities | $32,657,000 | 2,983 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $19,240,000 | 3,470 |
| U.S. Government securities | $8,779,000 | 3,393 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $8,779,000 | 3,240 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $10,461,000 | 768 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $10,461,000 | 507 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $8,779,000 | 2,759 |
| Certificates of participation in pools of residential mortgages | $5,582,000 | 2,616 |
| Issued or guaranteed by U.S. | $5,582,000 | 2,545 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,197,000 | 1,797 |
| CMOs issued by government agencies or sponsored agencies | $3,197,000 | 1,750 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $1,743,000 | 1,166 |
| Available-for-sale securities (fair market value) | $17,497,000 | 3,345 |
| Total debt securities | $19,238,000 | 3,448 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $14,573,000 | 3,676 |
| U.S. Government securities | $4,280,000 | 3,903 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $4,280,000 | 3,753 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $10,232,000 | 745 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $10,232,000 | 486 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $4,280,000 | 3,245 |
| Certificates of participation in pools of residential mortgages | $4,280,000 | 2,783 |
| Issued or guaranteed by U.S. | $4,280,000 | 2,702 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $14,512,000 | 3,452 |
| Total debt securities | $14,512,000 | 3,656 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $13,871,000 | 3,728 |
| U.S. Government securities | $4,607,000 | 3,878 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $4,607,000 | 3,718 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $9,194,000 | 751 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $9,194,000 | 510 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $4,607,000 | 3,206 |
| Certificates of participation in pools of residential mortgages | $4,607,000 | 2,728 |
| Issued or guaranteed by U.S. | $4,607,000 | 2,651 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $13,801,000 | 3,504 |
| Total debt securities | $13,801,000 | 3,714 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $19,144,000 | 3,352 |
| U.S. Government securities | $10,462,000 | 3,257 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $10,462,000 | 3,115 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $8,678,000 | 743 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $8,678,000 | 480 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $4,000 | 293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $4,954,000 | 3,163 |
| Certificates of participation in pools of residential mortgages | $4,954,000 | 2,680 |
| Issued or guaranteed by U.S. | $4,954,000 | 2,592 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $19,144,000 | 3,133 |
| Total debt securities | $19,141,000 | 3,329 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $21,508,000 | 3,275 |
| U.S. Government securities | $21,504,000 | 2,476 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $21,504,000 | 2,343 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $4,000 | 347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $5,150,000 | 3,124 |
| Certificates of participation in pools of residential mortgages | $5,150,000 | 2,598 |
| Issued or guaranteed by U.S. | $5,150,000 | 2,522 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $21,508,000 | 3,056 |
| Total debt securities | $21,503,000 | 3,254 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $51,970,000 | 2,053 |
| U.S. Government securities | $51,966,000 | 1,412 |
| U.S. Treasury securities | $29,956,000 | 211 |
| U.S. Government agency obligations | $22,010,000 | 2,338 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $4,000 | 443 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $1,158,000 | 3,801 |
| Certificates of participation in pools of residential mortgages | $1,158,000 | 3,482 |
| Issued or guaranteed by U.S. | $1,158,000 | 3,394 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $51,970,000 | 1,896 |
| Total debt securities | $51,966,000 | 2,035 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $22,158,000 | 3,323 |
| U.S. Government securities | $21,540,000 | 2,545 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $21,540,000 | 2,415 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $614,000 | 1,661 |
| Privately issued residential mortgage-backed securities | $614,000 | 410 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $4,000 | 474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $1,336,000 | 3,758 |
| Certificates of participation in pools of residential mortgages | $1,336,000 | 3,435 |
| Issued or guaranteed by U.S. | $722,000 | 3,595 |
| Privately issued | $614,000 | 161 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $22,158,000 | 3,082 |
| Total debt securities | $22,154,000 | 3,300 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $22,170,000 | 3,362 |
| U.S. Government securities | $21,479,000 | 2,593 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $21,479,000 | 2,450 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $687,000 | 1,647 |
| Privately issued residential mortgage-backed securities | $687,000 | 404 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $4,000 | 490 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $1,493,000 | 3,751 |
| Certificates of participation in pools of residential mortgages | $1,493,000 | 3,403 |
| Issued or guaranteed by U.S. | $806,000 | 3,590 |
| Privately issued | $687,000 | 160 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $22,170,000 | 3,119 |
| Total debt securities | $22,165,000 | 3,342 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $27,147,000 | 3,126 |
| U.S. Government securities | $26,384,000 | 2,312 |
| U.S. Treasury securities | $4,994,000 | 666 |
| U.S. Government agency obligations | $21,390,000 | 2,457 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $759,000 | 1,606 |
| Privately issued residential mortgage-backed securities | $759,000 | 371 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $4,000 | 655 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $1,634,000 | 3,737 |
| Certificates of participation in pools of residential mortgages | $1,634,000 | 3,380 |
| Issued or guaranteed by U.S. | $875,000 | 3,591 |
| Privately issued | $759,000 | 126 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $27,147,000 | 2,899 |
| Total debt securities | $27,143,000 | 3,111 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $24,181,000 | 3,317 |
| U.S. Government securities | $23,339,000 | 2,497 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $23,339,000 | 2,380 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $838,000 | 1,551 |
| Privately issued residential mortgage-backed securities | $838,000 | 311 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $4,000 | 687 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $1,758,000 | 3,753 |
| Certificates of participation in pools of residential mortgages | $1,758,000 | 3,388 |
| Issued or guaranteed by U.S. | $920,000 | 3,663 |
| Privately issued | $838,000 | 68 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $24,181,000 | 3,067 |
| Total debt securities | $24,175,000 | 3,299 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $28,148,000 | 3,131 |
| U.S. Government securities | $28,144,000 | 2,238 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $28,144,000 | 2,135 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $4,000 | 723 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $3,748,000 | 3,434 |
| Certificates of participation in pools of residential mortgages | $3,748,000 | 2,968 |
| Issued or guaranteed by U.S. | $3,748,000 | 2,817 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $28,148,000 | 2,898 |
| Total debt securities | $28,143,000 | 3,113 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $28,426,000 | 3,160 |
| U.S. Government securities | $28,422,000 | 2,276 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $28,422,000 | 2,176 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $4,000 | 753 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $4,028,000 | 3,422 |
| Certificates of participation in pools of residential mortgages | $4,028,000 | 2,950 |
| Issued or guaranteed by U.S. | $4,028,000 | 2,945 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $28,426,000 | 2,915 |
| Total debt securities | $28,423,000 | 3,137 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $28,901,000 | 3,191 |
| U.S. Government securities | $28,897,000 | 2,279 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $28,897,000 | 2,180 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $4,000 | 1,025 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $4,345,000 | 3,386 |
| Certificates of participation in pools of residential mortgages | $4,345,000 | 2,931 |
| Issued or guaranteed by U.S. | $4,345,000 | 2,928 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $28,901,000 | 2,940 |
| Total debt securities | $28,898,000 | 3,167 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $29,316,000 | 3,190 |
| U.S. Government securities | $29,312,000 | 2,275 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $29,312,000 | 2,179 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $4,000 | 1,052 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $4,617,000 | 3,392 |
| Certificates of participation in pools of residential mortgages | $4,617,000 | 2,926 |
| Issued or guaranteed by U.S. | $4,617,000 | 2,924 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $29,316,000 | 2,936 |
| Total debt securities | $29,312,000 | 3,163 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $29,673,000 | 3,223 |
| U.S. Government securities | $29,669,000 | 2,321 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $29,669,000 | 2,219 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $4,000 | 1,046 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $5,011,000 | 3,359 |
| Certificates of participation in pools of residential mortgages | $5,011,000 | 2,901 |
| Issued or guaranteed by U.S. | $5,011,000 | 2,898 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $29,673,000 | 2,968 |
| Total debt securities | $29,669,000 | 3,205 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $51,441,000 | 2,341 |
| U.S. Government securities | $51,437,000 | 1,589 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $51,437,000 | 1,511 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $4,000 | 1,061 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $9,954,000 | 2,791 |
| Certificates of participation in pools of residential mortgages | $9,954,000 | 2,247 |
| Issued or guaranteed by U.S. | $9,954,000 | 2,247 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $51,441,000 | 2,140 |
| Total debt securities | $51,437,000 | 2,318 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $52,194,000 | 2,293 |
| U.S. Government securities | $52,190,000 | 1,546 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $52,190,000 | 1,475 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $4,000 | 1,065 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $10,631,000 | 2,720 |
| Certificates of participation in pools of residential mortgages | $10,631,000 | 2,187 |
| Issued or guaranteed by U.S. | $10,631,000 | 2,186 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $52,194,000 | 2,095 |
| Total debt securities | $52,190,000 | 2,269 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $62,363,000 | 2,016 |
| U.S. Government securities | $62,359,000 | 1,330 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $62,359,000 | 1,278 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $4,000 | 1,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $11,461,000 | 2,644 |
| Certificates of participation in pools of residential mortgages | $11,461,000 | 2,130 |
| Issued or guaranteed by U.S. | $11,461,000 | 2,130 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $62,363,000 | 1,855 |
| Total debt securities | $62,359,000 | 1,994 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $72,102,000 | 1,839 |
| U.S. Government securities | $72,098,000 | 1,198 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $72,098,000 | 1,141 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $4,000 | 1,082 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $10,060,000 | 2,830 |
| Certificates of participation in pools of residential mortgages | $10,060,000 | 2,313 |
| Issued or guaranteed by U.S. | $10,060,000 | 2,309 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $72,102,000 | 1,656 |
| Total debt securities | $72,098,000 | 1,809 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $78,095,000 | 1,737 |
| U.S. Government securities | $78,091,000 | 1,157 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $78,091,000 | 1,101 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $4,000 | 1,098 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $10,471,000 | 2,810 |
| Certificates of participation in pools of residential mortgages | $10,471,000 | 2,292 |
| Issued or guaranteed by U.S. | $10,471,000 | 2,291 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $78,095,000 | 1,565 |
| Total debt securities | $78,091,000 | 1,711 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $82,037,000 | 1,681 |
| U.S. Government securities | $82,033,000 | 1,125 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $82,033,000 | 1,064 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $4,000 | 1,108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $10,867,000 | 2,749 |
| Certificates of participation in pools of residential mortgages | $10,867,000 | 2,230 |
| Issued or guaranteed by U.S. | $10,867,000 | 2,228 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $82,037,000 | 1,514 |
| Total debt securities | $82,033,000 | 1,655 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $98,407,000 | 1,431 |
| U.S. Government securities | $98,403,000 | 956 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $98,403,000 | 913 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $4,000 | 1,130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,937,000 | 2,787 |
| Mortgage-backed securities | $11,454,000 | 2,742 |
| Certificates of participation in pools of residential mortgages | $11,454,000 | 2,202 |
| Issued or guaranteed by U.S. | $11,454,000 | 2,201 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $98,407,000 | 1,263 |
| Total debt securities | $98,403,000 | 1,413 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $99,878,000 | 1,440 |
| U.S. Government securities | $99,874,000 | 983 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $99,874,000 | 933 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $4,000 | 1,137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,393,000 | 2,983 |
| Mortgage-backed securities | $11,931,000 | 2,756 |
| Certificates of participation in pools of residential mortgages | $11,931,000 | 2,219 |
| Issued or guaranteed by U.S. | $11,931,000 | 2,218 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $99,878,000 | 1,270 |
| Total debt securities | $99,874,000 | 1,418 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $100,156,000 | 1,436 |
| U.S. Government securities | $100,152,000 | 979 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $100,152,000 | 934 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $4,000 | 1,152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $12,506,000 | 2,744 |
| Certificates of participation in pools of residential mortgages | $12,506,000 | 2,189 |
| Issued or guaranteed by U.S. | $12,506,000 | 2,189 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $100,156,000 | 1,273 |
| Total debt securities | $100,152,000 | 1,419 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $100,578,000 | 1,421 |
| U.S. Government securities | $100,574,000 | 976 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $100,574,000 | 936 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $4,000 | 1,151 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $13,485,000 | 2,699 |
| Certificates of participation in pools of residential mortgages | $13,485,000 | 2,152 |
| Issued or guaranteed by U.S. | $13,485,000 | 2,150 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $100,578,000 | 1,250 |
| Total debt securities | $100,574,000 | 1,403 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $101,964,000 | 1,439 |
| U.S. Government securities | $101,960,000 | 983 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $101,960,000 | 939 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $4,000 | 1,177 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $13,905,000 | 2,731 |
| Certificates of participation in pools of residential mortgages | $13,905,000 | 2,186 |
| Issued or guaranteed by U.S. | $13,905,000 | 2,185 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $101,964,000 | 1,269 |
| Total debt securities | $101,960,000 | 1,418 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $105,029,000 | 1,416 |
| U.S. Government securities | $105,025,000 | 970 |
| U.S. Treasury securities | $2,000,000 | 784 |
| U.S. Government agency obligations | $103,025,000 | 952 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $4,000 | 1,197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $14,485,000 | 2,717 |
| Certificates of participation in pools of residential mortgages | $14,485,000 | 2,169 |
| Issued or guaranteed by U.S. | $14,485,000 | 2,167 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $105,029,000 | 1,248 |
| Total debt securities | $105,025,000 | 1,397 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $102,447,000 | 1,449 |
| U.S. Government securities | $102,443,000 | 1,002 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $102,443,000 | 965 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $4,000 | 1,214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $15,030,000 | 2,686 |
| Certificates of participation in pools of residential mortgages | $15,030,000 | 2,143 |
| Issued or guaranteed by U.S. | $15,030,000 | 2,141 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $102,447,000 | 1,285 |
| Total debt securities | $102,443,000 | 1,433 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $102,309,000 | 1,446 |
| U.S. Government securities | $102,305,000 | 993 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $102,305,000 | 956 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $4,000 | 1,234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $15,643,000 | 2,644 |
| Certificates of participation in pools of residential mortgages | $15,643,000 | 2,104 |
| Issued or guaranteed by U.S. | $15,643,000 | 2,102 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $102,309,000 | 1,282 |
| Total debt securities | $102,305,000 | 1,428 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $104,573,000 | 1,434 |
| U.S. Government securities | $104,569,000 | 981 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $104,569,000 | 943 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $4,000 | 1,241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $16,269,000 | 2,617 |
| Certificates of participation in pools of residential mortgages | $16,269,000 | 2,054 |
| Issued or guaranteed by U.S. | $16,269,000 | 2,050 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $104,573,000 | 1,277 |
| Total debt securities | $104,569,000 | 1,416 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $100,751,000 | 1,491 |
| U.S. Government securities | $100,747,000 | 1,020 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $100,747,000 | 986 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $4,000 | 1,243 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $11,407,000 | 3,066 |
| Certificates of participation in pools of residential mortgages | $11,407,000 | 2,472 |
| Issued or guaranteed by U.S. | $11,407,000 | 2,471 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $100,751,000 | 1,338 |
| Total debt securities | $100,747,000 | 1,471 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $113,760,000 | 1,339 |
| U.S. Government securities | $113,756,000 | 921 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $113,756,000 | 893 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $4,000 | 1,255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $12,159,000 | 3,033 |
| Certificates of participation in pools of residential mortgages | $12,147,000 | 2,401 |
| Issued or guaranteed by U.S. | $12,147,000 | 2,400 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $12,000 | 3,678 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,517 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $113,760,000 | 1,211 |
| Total debt securities | $113,756,000 | 1,323 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $108,697,000 | 1,368 |
| U.S. Government securities | $108,693,000 | 930 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $108,693,000 | 894 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $4,000 | 1,232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $12,799,000 | 3,008 |
| Certificates of participation in pools of residential mortgages | $12,774,000 | 2,341 |
| Issued or guaranteed by U.S. | $12,774,000 | 2,340 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $25,000 | 3,693 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 3,538 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $108,697,000 | 1,235 |
| Total debt securities | $108,693,000 | 1,355 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $90,453,000 | 1,634 |
| U.S. Government securities | $90,453,000 | 1,133 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $90,453,000 | 1,096 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $13,858,000 | 3,024 |
| Certificates of participation in pools of residential mortgages | $13,819,000 | 2,355 |
| Issued or guaranteed by U.S. | $13,819,000 | 2,354 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $39,000 | 3,738 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 3,571 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $90,453,000 | 1,485 |
| Total debt securities | $90,453,000 | 1,615 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $83,197,000 | 1,763 |
| U.S. Government securities | $83,197,000 | 1,244 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $83,197,000 | 1,207 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $14,673,000 | 2,980 |
| Certificates of participation in pools of residential mortgages | $14,619,000 | 2,329 |
| Issued or guaranteed by U.S. | $14,619,000 | 2,327 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $54,000 | 3,725 |
| CMOs issued by government agencies or sponsored agencies | $54,000 | 3,553 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $83,197,000 | 1,604 |
| Total debt securities | $83,197,000 | 1,743 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $87,719,000 | 1,673 |
| U.S. Government securities | $87,719,000 | 1,214 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $87,719,000 | 1,174 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,164,000 | 5,679 |
| Mortgage-backed securities | $15,614,000 | 2,899 |
| Certificates of participation in pools of residential mortgages | $15,543,000 | 2,231 |
| Issued or guaranteed by U.S. | $15,543,000 | 2,228 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $71,000 | 3,736 |
| CMOs issued by government agencies or sponsored agencies | $71,000 | 3,557 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $87,719,000 | 1,516 |
| Total debt securities | $87,719,000 | 1,651 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $83,751,000 | 1,679 |
| U.S. Government securities | $83,666,000 | 1,216 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $83,666,000 | 1,177 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $85,000 | 2,762 |
| Privately issued residential mortgage-backed securities | $85,000 | 1,163 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,315,000 | 2,762 |
| Certificates of participation in pools of residential mortgages | $16,230,000 | 2,079 |
| Issued or guaranteed by U.S. | $16,230,000 | 2,076 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $85,000 | 3,681 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $85,000 | 1,103 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $83,751,000 | 1,528 |
| Total debt securities | $83,751,000 | 1,662 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $49,254,000 | 2,556 |
| U.S. Government securities | $49,155,000 | 1,859 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $49,155,000 | 1,810 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $99,000 | 2,731 |
| Privately issued residential mortgage-backed securities | $99,000 | 1,174 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,738,000 | 2,598 |
| Certificates of participation in pools of residential mortgages | $17,639,000 | 1,903 |
| Issued or guaranteed by U.S. | $17,639,000 | 1,898 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $99,000 | 3,665 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $99,000 | 1,110 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 2,942 |
| Available-for-sale securities (fair market value) | $49,253,000 | 2,324 |
| Total debt securities | $49,254,000 | 2,532 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $61,810,000 | 2,144 |
| U.S. Government securities | $61,697,000 | 1,579 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $61,697,000 | 1,537 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $113,000 | 2,651 |
| Privately issued residential mortgage-backed securities | $113,000 | 1,186 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,838,000 | 2,439 |
| Certificates of participation in pools of residential mortgages | $18,725,000 | 1,760 |
| Issued or guaranteed by U.S. | $18,725,000 | 1,757 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $113,000 | 3,645 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $113,000 | 1,130 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $61,810,000 | 1,924 |
| Total debt securities | $61,810,000 | 2,122 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $33,520,000 | 3,370 |
| U.S. Government securities | $33,346,000 | 2,552 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,346,000 | 2,482 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $143,000 | 2,684 |
| Privately issued residential mortgage-backed securities | $143,000 | 1,200 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $31,000 | 1,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,599,000 | 2,413 |
| Certificates of participation in pools of residential mortgages | $18,456,000 | 1,737 |
| Issued or guaranteed by U.S. | $18,456,000 | 1,733 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $143,000 | 3,585 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $143,000 | 1,144 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,000 | 2,902 |
| Available-for-sale securities (fair market value) | $33,488,000 | 3,086 |
| Total debt securities | $33,489,000 | 3,346 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $19,356,000 | 4,474 |
| U.S. Government securities | $19,169,000 | 3,558 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,169,000 | 3,461 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $187,000 | 2,796 |
| Privately issued residential mortgage-backed securities | $187,000 | 1,225 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,946,000 | 2,614 |
| Certificates of participation in pools of residential mortgages | $14,759,000 | 1,944 |
| Issued or guaranteed by U.S. | $14,759,000 | 1,938 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $187,000 | 3,538 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $187,000 | 1,168 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $19,356,000 | 4,105 |
| Total debt securities | $19,356,000 | 4,443 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $22,510,000 | 4,087 |
| U.S. Government securities | $22,268,000 | 3,199 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,268,000 | 3,091 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $242,000 | 2,821 |
| Privately issued residential mortgage-backed securities | $242,000 | 1,263 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,520,000 | 2,633 |
| Certificates of participation in pools of residential mortgages | $14,278,000 | 1,939 |
| Issued or guaranteed by U.S. | $14,278,000 | 1,933 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $242,000 | 3,478 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $242,000 | 1,205 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $22,510,000 | 3,755 |
| Total debt securities | $22,510,000 | 4,046 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $15,035,000 | 4,988 |
| U.S. Government securities | $14,740,000 | 4,144 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,740,000 | 4,034 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $295,000 | 2,741 |
| Privately issued residential mortgage-backed securities | $295,000 | 1,280 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,795,000 | 3,655 |
| Certificates of participation in pools of residential mortgages | $6,500,000 | 3,023 |
| Issued or guaranteed by U.S. | $6,500,000 | 3,015 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $295,000 | 3,358 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $295,000 | 1,227 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,192 |
| Available-for-sale securities (fair market value) | $15,034,000 | 4,561 |
| Total debt securities | $15,035,000 | 4,951 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $26,571,000 | 3,774 |
| U.S. Government securities | $26,230,000 | 2,991 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,230,000 | 2,910 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $341,000 | 2,767 |
| Privately issued residential mortgage-backed securities | $341,000 | 1,301 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,341,000 | 3,611 |
| Certificates of participation in pools of residential mortgages | $7,000,000 | 3,008 |
| Issued or guaranteed by U.S. | $7,000,000 | 3,000 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $341,000 | 3,303 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $341,000 | 1,249 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $26,571,000 | 3,432 |
| Total debt securities | $26,571,000 | 3,743 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $34,501,000 | 3,163 |
| U.S. Government securities | $34,110,000 | 2,422 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,110,000 | 2,356 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $391,000 | 2,789 |
| Privately issued residential mortgage-backed securities | $391,000 | 1,320 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,295,000 | 3,515 |
| Certificates of participation in pools of residential mortgages | $7,904,000 | 2,901 |
| Issued or guaranteed by U.S. | $7,904,000 | 2,893 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $391,000 | 3,275 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $391,000 | 1,263 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $34,501,000 | 2,843 |
| Total debt securities | $34,501,000 | 3,132 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $28,895,000 | 3,579 |
| U.S. Government securities | $28,454,000 | 2,779 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,454,000 | 2,714 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $441,000 | 2,847 |
| Privately issued residential mortgage-backed securities | $441,000 | 1,355 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,022,000 | 3,480 |
| Certificates of participation in pools of residential mortgages | $8,581,000 | 2,863 |
| Issued or guaranteed by U.S. | $8,581,000 | 2,852 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $441,000 | 3,241 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $441,000 | 1,297 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $28,895,000 | 3,230 |
| Total debt securities | $28,895,000 | 3,535 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $25,460,000 | 3,835 |
| U.S. Government securities | $24,974,000 | 3,001 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,974,000 | 2,933 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $486,000 | 2,859 |
| Privately issued residential mortgage-backed securities | $486,000 | 1,348 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,109,000 | 3,346 |
| Certificates of participation in pools of residential mortgages | $9,623,000 | 2,778 |
| Issued or guaranteed by U.S. | $9,623,000 | 2,766 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $486,000 | 3,202 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $486,000 | 1,285 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $25,460,000 | 3,448 |
| Total debt securities | $25,460,000 | 3,799 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $31,942,000 | 3,312 |
| U.S. Government securities | $31,401,000 | 2,574 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,401,000 | 2,514 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $541,000 | 2,674 |
| Privately issued residential mortgage-backed securities | $541,000 | 1,355 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,573,000 | 3,336 |
| Certificates of participation in pools of residential mortgages | $10,032,000 | 2,767 |
| Issued or guaranteed by U.S. | $10,032,000 | 2,750 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $541,000 | 3,196 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $541,000 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $31,942,000 | 2,937 |
| Total debt securities | $31,942,000 | 3,278 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $33,738,000 | 3,175 |
| U.S. Government securities | $33,158,000 | 2,446 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,158,000 | 2,397 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $580,000 | 2,599 |
| Privately issued residential mortgage-backed securities | $580,000 | 1,282 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,878,000 | 3,238 |
| Certificates of participation in pools of residential mortgages | $10,298,000 | 2,684 |
| Issued or guaranteed by U.S. | $10,298,000 | 2,668 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $580,000 | 3,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $580,000 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $33,738,000 | 2,825 |
| Total debt securities | $33,738,000 | 3,129 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $45,390,000 | 2,457 |
| U.S. Government securities | $44,778,000 | 1,828 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $44,778,000 | 1,796 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $612,000 | 2,541 |
| Privately issued residential mortgage-backed securities | $612,000 | 1,253 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,360,000 | 3,080 |
| Certificates of participation in pools of residential mortgages | $10,748,000 | 2,576 |
| Issued or guaranteed by U.S. | $10,748,000 | 2,559 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $612,000 | 3,004 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $612,000 | 1,200 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $45,390,000 | 2,160 |
| Total debt securities | $45,390,000 | 2,425 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $50,183,000 | 2,310 |
| U.S. Government securities | $49,525,000 | 1,685 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $49,525,000 | 1,657 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $658,000 | 2,495 |
| Privately issued residential mortgage-backed securities | $658,000 | 1,226 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,815,000 | 2,991 |
| Certificates of participation in pools of residential mortgages | $11,157,000 | 2,500 |
| Issued or guaranteed by U.S. | $11,157,000 | 2,483 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $658,000 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $658,000 | 1,168 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,113,000 | 1,491 |
| Available-for-sale securities (fair market value) | $44,070,000 | 2,267 |
| Total debt securities | $50,183,000 | 2,261 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $35,147,000 | 3,061 |
| U.S. Government securities | $34,442,000 | 2,324 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,442,000 | 2,276 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $705,000 | 2,401 |
| Privately issued residential mortgage-backed securities | $705,000 | 1,195 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,656,000 | 1,802 |
| Certificates of participation in pools of residential mortgages | $24,951,000 | 1,349 |
| Issued or guaranteed by U.S. | $24,951,000 | 1,339 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $705,000 | 2,944 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $705,000 | 1,137 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,736,000 | 908 |
| Available-for-sale securities (fair market value) | $20,411,000 | 3,923 |
| Total debt securities | $35,147,000 | 3,021 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $23,697,000 | 4,014 |
| U.S. Government securities | $22,953,000 | 3,255 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,953,000 | 3,183 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $744,000 | 2,210 |
| Privately issued residential mortgage-backed securities | $744,000 | 1,089 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,257,000 | 2,040 |
| Certificates of participation in pools of residential mortgages | $17,513,000 | 1,552 |
| Issued or guaranteed by U.S. | $17,513,000 | 1,544 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $744,000 | 2,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $744,000 | 1,037 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,896,000 | 1,145 |
| Available-for-sale securities (fair market value) | $12,801,000 | 4,985 |
| Total debt securities | $23,697,000 | 3,963 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $31,221,000 | 3,354 |
| U.S. Government securities | $30,435,000 | 2,666 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,435,000 | 2,612 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $786,000 | 2,120 |
| Privately issued residential mortgage-backed securities | $786,000 | 1,043 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,770,000 | 1,817 |
| Certificates of participation in pools of residential mortgages | $18,984,000 | 1,384 |
| Issued or guaranteed by U.S. | $18,984,000 | 1,373 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $786,000 | 2,733 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $786,000 | 991 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,289,000 | 879 |
| Available-for-sale securities (fair market value) | $13,932,000 | 4,805 |
| Total debt securities | $31,221,000 | 3,312 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $36,513,000 | 2,962 |
| U.S. Government securities | $35,664,000 | 2,297 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,664,000 | 2,235 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $849,000 | 2,038 |
| Privately issued residential mortgage-backed securities | $849,000 | 976 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,103,000 | 1,694 |
| Certificates of participation in pools of residential mortgages | $20,254,000 | 1,289 |
| Issued or guaranteed by U.S. | $20,254,000 | 1,279 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $849,000 | 2,668 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $849,000 | 921 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,770,000 | 740 |
| Available-for-sale securities (fair market value) | $14,743,000 | 4,657 |
| Total debt securities | $36,513,000 | 2,920 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $41,076,000 | 2,726 |
| U.S. Government securities | $40,164,000 | 2,094 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,164,000 | 2,037 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $912,000 | 2,014 |
| Privately issued residential mortgage-backed securities | $912,000 | 928 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,385,000 | 1,614 |
| Certificates of participation in pools of residential mortgages | $21,473,000 | 1,222 |
| Issued or guaranteed by U.S. | $21,473,000 | 1,214 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $912,000 | 2,598 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $912,000 | 870 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,488,000 | 684 |
| Available-for-sale securities (fair market value) | $15,588,000 | 4,560 |
| Total debt securities | $41,076,000 | 2,681 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $44,533,000 | 2,572 |
| U.S. Government securities | $43,566,000 | 1,976 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,566,000 | 1,912 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $967,000 | 1,992 |
| Privately issued residential mortgage-backed securities | $967,000 | 890 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,842,000 | 1,907 |
| Certificates of participation in pools of residential mortgages | $16,875,000 | 1,484 |
| Issued or guaranteed by U.S. | $16,875,000 | 1,477 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $967,000 | 2,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $967,000 | 841 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,878,000 | 568 |
| Available-for-sale securities (fair market value) | $10,655,000 | 5,407 |
| Total debt securities | $44,533,000 | 2,532 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $58,706,000 | 2,041 |
| U.S. Government securities | $57,535,000 | 1,553 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $57,535,000 | 1,516 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $1,137,000 | 1,850 |
| Privately issued residential mortgage-backed securities | $1,037,000 | 850 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,993,000 | 1,824 |
| Certificates of participation in pools of residential mortgages | $17,956,000 | 1,433 |
| Issued or guaranteed by U.S. | $17,956,000 | 1,423 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,037,000 | 2,445 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $1,037,000 | 792 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $47,339,000 | 451 |
| Available-for-sale securities (fair market value) | $11,367,000 | 5,304 |
| Total debt securities | $58,672,000 | 1,993 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $62,822,000 | 1,918 |
| U.S. Government securities | $61,566,000 | 1,465 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $61,566,000 | 1,430 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $1,222,000 | 1,841 |
| Privately issued residential mortgage-backed securities | $1,122,000 | 819 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,295 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,253,000 | 1,876 |
| Certificates of participation in pools of residential mortgages | $17,131,000 | 1,496 |
| Issued or guaranteed by U.S. | $17,131,000 | 1,489 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,122,000 | 2,409 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $1,122,000 | 763 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $52,891,000 | 424 |
| Available-for-sale securities (fair market value) | $9,931,000 | 5,559 |
| Total debt securities | $62,788,000 | 1,877 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $66,681,000 | 1,821 |
| U.S. Government securities | $65,128,000 | 1,400 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $65,128,000 | 1,354 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $1,519,000 | 1,755 |
| Privately issued residential mortgage-backed securities | $1,239,000 | 799 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $280,000 | 2,167 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 1,876 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,671,000 | 1,813 |
| Certificates of participation in pools of residential mortgages | $18,432,000 | 1,443 |
| Issued or guaranteed by U.S. | $18,432,000 | 1,436 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,239,000 | 2,355 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $1,239,000 | 745 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $55,787,000 | 408 |
| Available-for-sale securities (fair market value) | $10,894,000 | 5,409 |
| Total debt securities | $66,647,000 | 1,781 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $69,013,000 | 1,754 |
| U.S. Government securities | $67,405,000 | 1,345 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $67,405,000 | 1,304 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $1,574,000 | 1,789 |
| Privately issued residential mortgage-backed securities | $1,294,000 | 766 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $280,000 | 2,276 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 1,891 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,971,000 | 1,749 |
| Certificates of participation in pools of residential mortgages | $19,677,000 | 1,397 |
| Issued or guaranteed by U.S. | $19,677,000 | 1,388 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,294,000 | 2,325 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $1,294,000 | 715 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $57,494,000 | 405 |
| Available-for-sale securities (fair market value) | $11,519,000 | 5,302 |
| Total debt securities | $68,979,000 | 1,717 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $64,549,000 | 1,865 |
| U.S. Government securities | $62,578,000 | 1,443 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $62,578,000 | 1,395 |
| Securities issued by states & political subdivisions | $530,000 | 5,561 |
| Other domestic debt securities | $1,407,000 | 1,903 |
| Privately issued residential mortgage-backed securities | $1,407,000 | 741 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 1,894 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,753,000 | 1,674 |
| Certificates of participation in pools of residential mortgages | $21,346,000 | 1,342 |
| Issued or guaranteed by U.S. | $21,346,000 | 1,333 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,407,000 | 2,292 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $1,407,000 | 690 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $52,006,000 | 449 |
| Available-for-sale securities (fair market value) | $12,543,000 | 5,102 |
| Total debt securities | $64,515,000 | 1,822 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $55,240,000 | 2,148 |
| U.S. Government securities | $53,118,000 | 1,707 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $53,118,000 | 1,644 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $2,088,000 | 1,640 |
| Privately issued residential mortgage-backed securities | $1,558,000 | 705 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $530,000 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 1,920 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,209,000 | 1,735 |
| Certificates of participation in pools of residential mortgages | $20,651,000 | 1,407 |
| Issued or guaranteed by U.S. | $20,651,000 | 1,394 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,558,000 | 2,278 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $1,558,000 | 662 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $48,128,000 | 486 |
| Available-for-sale securities (fair market value) | $7,112,000 | 6,258 |
| Total debt securities | $55,206,000 | 2,103 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $23,838,000 | 4,233 |
| U.S. Government securities | $21,700,000 | 3,655 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,700,000 | 3,529 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $2,104,000 | 1,677 |
| Privately issued residential mortgage-backed securities | $1,574,000 | 676 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $530,000 | 2,181 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 1,961 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,778,000 | 1,803 |
| Certificates of participation in pools of residential mortgages | $20,204,000 | 1,456 |
| Issued or guaranteed by U.S. | $20,204,000 | 1,445 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,574,000 | 2,310 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $1,574,000 | 631 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,928,000 | 1,219 |
| Available-for-sale securities (fair market value) | $9,910,000 | 5,711 |
| Total debt securities | $23,804,000 | 4,185 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $14,970,000 | 5,513 |
| U.S. Government securities | $12,630,000 | 5,101 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,630,000 | 4,942 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $2,306,000 | 1,687 |
| Privately issued residential mortgage-backed securities | $1,779,000 | 652 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $527,000 | 2,252 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 2,011 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,413,000 | 2,611 |
| Certificates of participation in pools of residential mortgages | $10,634,000 | 2,280 |
| Issued or guaranteed by U.S. | $10,634,000 | 2,272 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,779,000 | 2,274 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $1,779,000 | 609 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,970,000 | 1,153 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $14,936,000 | 5,449 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $9,814,000 | 6,542 |
| U.S. Government securities | $6,413,000 | 6,681 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,413,000 | 6,524 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $3,367,000 | 1,409 |
| Privately issued residential mortgage-backed securities | $1,844,000 | 597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,523,000 | 1,664 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 2,034 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,957,000 | 3,292 |
| Certificates of participation in pools of residential mortgages | $6,113,000 | 3,056 |
| Issued or guaranteed by U.S. | $6,113,000 | 3,050 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,844,000 | 2,261 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $1,844,000 | 555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,814,000 | 1,490 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $9,780,000 | 6,491 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $9,600,000 | 6,658 |
| U.S. Government securities | $6,521,000 | 6,737 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,521,000 | 6,570 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $3,045,000 | 1,549 |
| Privately issued residential mortgage-backed securities | $1,913,000 | 585 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,132,000 | 1,923 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 2,080 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,434,000 | 3,235 |
| Certificates of participation in pools of residential mortgages | $6,521,000 | 3,020 |
| Issued or guaranteed by U.S. | $6,521,000 | 3,013 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,913,000 | 2,267 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $1,913,000 | 548 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,600,000 | 1,516 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $9,566,000 | 6,593 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $9,850,000 | 6,609 |
| U.S. Government securities | $6,718,000 | 6,604 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,718,000 | 6,446 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $3,098,000 | 1,638 |
| Privately issued residential mortgage-backed securities | $1,966,000 | 614 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,132,000 | 2,017 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 2,094 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,684,000 | 3,246 |
| Certificates of participation in pools of residential mortgages | $6,718,000 | 2,985 |
| Issued or guaranteed by U.S. | $6,718,000 | 2,975 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,966,000 | 2,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $1,966,000 | 573 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,850,000 | 1,468 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $9,816,000 | 6,526 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $9,397,000 | 6,758 |
| U.S. Government securities | $8,082,000 | 6,286 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,082,000 | 6,113 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $1,281,000 | 2,363 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,281,000 | 2,065 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 2,146 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,082,000 | 3,330 |
| Certificates of participation in pools of residential mortgages | $6,079,000 | 3,143 |
| Issued or guaranteed by U.S. | $6,079,000 | 3,131 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,003,000 | 2,282 |
| CMOs issued by government agencies or sponsored agencies | $2,003,000 | 2,156 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,397,000 | 1,520 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $9,363,000 | 6,684 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $5,254,000 | 7,721 |
| U.S. Government securities | $3,445,000 | 7,663 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,445,000 | 7,469 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $1,775,000 | 2,222 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,775,000 | 1,939 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 2,204 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,445,000 | 4,556 |
| Certificates of participation in pools of residential mortgages | $3,445,000 | 3,926 |
| Issued or guaranteed by U.S. | $3,445,000 | 3,911 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,254,000 | 2,043 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $5,220,000 | 7,637 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $7,308,000 | 7,131 |
| U.S. Government securities | $5,285,000 | 6,989 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,285,000 | 6,806 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $1,989,000 | 2,208 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,989,000 | 1,923 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 2,207 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,785,000 | 4,191 |
| Certificates of participation in pools of residential mortgages | $1,629,000 | 4,894 |
| Issued or guaranteed by U.S. | $1,629,000 | 4,875 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,156,000 | 2,103 |
| CMOs issued by government agencies or sponsored agencies | $3,156,000 | 1,990 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,308,000 | 1,728 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $7,274,000 | 7,042 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $10,683,000 | 6,361 |
| U.S. Government securities | $8,399,000 | 6,008 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,399,000 | 5,825 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $2,250,000 | 2,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,250,000 | 1,797 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 2,209 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,899,000 | 3,439 |
| Certificates of participation in pools of residential mortgages | $1,887,000 | 4,721 |
| Issued or guaranteed by U.S. | $1,887,000 | 4,705 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $6,012,000 | 1,649 |
| CMOs issued by government agencies or sponsored agencies | $6,012,000 | 1,541 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,683,000 | 1,411 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $10,649,000 | 6,272 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $11,012,000 | 6,289 |
| U.S. Government securities | $8,730,000 | 5,946 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,730,000 | 5,741 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $2,248,000 | 2,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,248,000 | 1,807 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 2,211 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,230,000 | 3,330 |
| Certificates of participation in pools of residential mortgages | $2,216,000 | 4,536 |
| Issued or guaranteed by U.S. | $2,216,000 | 4,519 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $6,014,000 | 1,676 |
| CMOs issued by government agencies or sponsored agencies | $6,014,000 | 1,579 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,012,000 | 1,409 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $10,978,000 | 6,195 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $8,645,000 | 6,850 |
| U.S. Government securities | $7,118,000 | 6,414 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,118,000 | 6,178 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $1,493,000 | 2,568 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,493,000 | 2,195 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 2,152 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,118,000 | 3,429 |
| Certificates of participation in pools of residential mortgages | $1,100,000 | 5,126 |
| Issued or guaranteed by U.S. | $1,100,000 | 5,103 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $6,018,000 | 1,690 |
| CMOs issued by government agencies or sponsored agencies | $6,018,000 | 1,577 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,645,000 | 1,702 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $8,611,000 | 6,753 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $7,775,000 | 7,418 |
| U.S. Government securities | $7,741,000 | 6,611 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,741,000 | 6,259 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 7,545 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,491,000 | 2,753 |
| Certificates of participation in pools of residential mortgages | $1,472,000 | 4,366 |
| Issued or guaranteed by U.S. | $1,472,000 | 4,344 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $6,019,000 | 1,365 |
| CMOs issued by government agencies or sponsored agencies | $6,019,000 | 1,247 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,775,000 | 2,191 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $7,741,000 | 7,323 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $7,754,000 | 7,741 |
| U.S. Government securities | $7,720,000 | 6,895 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,720,000 | 6,364 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 7,523 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,720,000 | 2,916 |
| Certificates of participation in pools of residential mortgages | $1,700,000 | 4,411 |
| Issued or guaranteed by U.S. | $1,700,000 | 4,395 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $6,020,000 | 1,470 |
| CMOs issued by government agencies or sponsored agencies | $6,020,000 | 1,337 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,754,000 | 2,448 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $7,720,000 | 7,621 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $13,696,000 | 6,095 |
| U.S. Government securities | $13,662,000 | 5,085 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,662,000 | 4,382 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 7,358 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,662,000 | 2,933 |
| Certificates of participation in pools of residential mortgages | $2,641,000 | 4,008 |
| Issued or guaranteed by U.S. | $2,641,000 | 3,989 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $6,021,000 | 1,602 |
| CMOs issued by government agencies or sponsored agencies | $6,021,000 | 1,499 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,696,000 | 1,866 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $13,662,000 | 5,987 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $15,356,000 | 5,912 |
| U.S. Government securities | $15,315,000 | 4,973 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,315,000 | 3,962 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $41,000 | 7,216 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,315,000 | 2,588 |
| Certificates of participation in pools of residential mortgages | $4,293,000 | 3,152 |
| Issued or guaranteed by U.S. | $4,293,000 | 3,139 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $6,022,000 | 1,550 |
| CMOs issued by government agencies or sponsored agencies | $6,022,000 | 1,483 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,356,000 | 2,063 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $15,315,000 | 5,798 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $15,988,000 | 6,172 |
| U.S. Government securities | $15,947,000 | 5,250 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,947,000 | 3,992 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $41,000 | 7,271 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,947,000 | 2,767 |
| Certificates of participation in pools of residential mortgages | $4,924,000 | 3,239 |
| Issued or guaranteed by U.S. | $4,924,000 | 3,218 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $6,023,000 | 1,711 |
| CMOs issued by government agencies or sponsored agencies | $6,023,000 | 1,628 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,988,000 | 2,249 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $15,947,000 | 6,055 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $40,000 | 11,887 |
| U.S. Government securities | $0 | 11,764 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $40,000 | 7,254 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,000 | 8,358 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $0 | 11,792 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $31,000 | 12,539 |
| U.S. Government securities | $0 | 12,426 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $31,000 | 7,433 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,000 | 11,481 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $0 | 12,456 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $31,000 | 13,179 |
| U.S. Government securities | $0 | 13,030 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $31,000 | 7,292 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $0 | 401 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $0 | 13,082 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $31,000 | 13,786 |
| U.S. Government securities | $0 | 13,618 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $31,000 | 7,054 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $0 | 13,675 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |